UniCredit Call 40 GFS 15.01.2025
/ DE000HD8K2L6
UniCredit Call 40 GFS 15.01.2025/ DE000HD8K2L6 /
| 2024-12-23 12:33:12 PM |
Chg.-0.050 |
Bid2024-12-23 |
Ask2024-12-23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-14.71% |
0.290
Bid Size: 10,000 |
0.320
Ask Size: 10,000 |
Global Foundries Inc |
40.00 USD |
2025-01-15 |
Call |
Master data
| WKN: |
HD8K2L |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Global Foundries Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
2025-01-15 |
| Issue date: |
2024-09-09 |
| Last trading day: |
2025-01-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.43 |
| Parity: |
0.11 |
| Time value: |
0.21 |
| Break-even: |
41.54 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
1.30 |
| Spread abs.: |
0.01 |
| Spread %: |
3.23% |
| Delta: |
0.60 |
| Theta: |
-0.06 |
| Omega: |
7.42 |
| Rho: |
0.01 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.290 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.82% |
| 1 Month |
|
|
-36.96% |
| 3 Months |
|
|
-21.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.310 |
| 1M High / 1M Low: |
0.610 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.442 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.505 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
